Data filtering based recursive and iterative least squares algorithms for parameter estimation of multi-input output systems

DOI10.3390/a9030049zbMath1461.93502OpenAlexW2501403186MaRDI QIDQ1736818

Jiling Ding

Publication date: 26 March 2019

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a9030049

zbMATH Keywords

recursive least squaresiterative identificationfiltering techniquemultivariable system

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (4)

Iterative parameter estimation algorithms for dual-frequency signal models ⋮ Auxiliary model based multi-innovation stochastic gradient identification algorithm for periodically non-uniformly sampled-data Hammerstein systems ⋮ Coupled least squares identification algorithms for multivariate output-error systems ⋮ The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise

Cites Work

• Novel data filtering based parameter identification for multiple-input multiple-output systems using the auxiliary model
• Finite iterative methods for solving systems of linear matrix equations over reflexive and anti-reflexive matrices
• Squaring down of general MIMO systems to invertible uniform rank systems via pre- and/or post-compensators
• Joint state filtering and parameter estimation for linear stochastic time-delay systems
• Unified synchronization criteria for hybrid switching-impulsive dynamical networks
• An LMI-based robust tracker for uncertain linear systems with multiple time-varying delays using optimal composite nonlinear feedback technique
• An auxiliary model based least squares algorithm for a dual-rate state space system with time-delay using the data filtering
• Improving nonlinear modeling capabilities of functional link adaptive filters
• Model equivalence-based identification algorithm for equation-error systems with colored noise
• Gradient-based iterative identification for Wiener nonlinear dynamic systems with moving average noises
• A CS recovery algorithm for model and time delay identification of MISO-FIR systems
• Parameter estimation algorithms for multivariable Hammerstein CARMA systems
• Several gradient-based iterative estimation algorithms for a class of nonlinear systems using the filtering technique

This page was built for publication: Data filtering based recursive and iterative least squares algorithms for parameter estimation of multi-input output systems